+67.4%
EEM vs CART
+39.2%
+28.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | +0.3% | -1.1% | -0.9% |
| 30D | -9.3% | +22.4% | -31.8% | -10.6% |
| 3M | -7.1% | +15.6% | -22.7% | -8.1% |
| 6M | -10.4% | +44.9% | -55.3% | -13.0% |
| YTD | +11.3% | +30.0% | -18.7% | +8.7% |
| 1Y | +11.3% | +56.6% | -45.4% | +6.7% |
| 3Y | +69.6% | +131.9% | -62.3% | +55.8% |
| All | +67.4% | +39.2% | +28.2% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling